NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 45.93 44.97 -0.96 -2.1% 51.15
High 46.44 46.75 0.31 0.7% 51.56
Low 43.67 44.08 0.41 0.9% 43.67
Close 43.97 46.33 2.36 5.4% 46.33
Range 2.77 2.67 -0.10 -3.6% 7.89
ATR 3.27 3.23 -0.03 -1.1% 0.00
Volume 7,194 4,565 -2,629 -36.5% 29,160
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 53.73 52.70 47.80
R3 51.06 50.03 47.06
R2 48.39 48.39 46.82
R1 47.36 47.36 46.57 47.88
PP 45.72 45.72 45.72 45.98
S1 44.69 44.69 46.09 45.21
S2 43.05 43.05 45.84
S3 40.38 42.02 45.60
S4 37.71 39.35 44.86
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 70.86 66.48 50.67
R3 62.97 58.59 48.50
R2 55.08 55.08 47.78
R1 50.70 50.70 47.05 48.95
PP 47.19 47.19 47.19 46.31
S1 42.81 42.81 45.61 41.06
S2 39.30 39.30 44.88
S3 31.41 34.92 44.16
S4 23.52 27.03 41.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.21 43.67 8.54 18.4% 2.64 5.7% 31% False False 7,476
10 59.43 43.67 15.76 34.0% 3.06 6.6% 17% False False 7,291
20 61.20 43.67 17.53 37.8% 2.99 6.5% 15% False False 6,244
40 76.25 43.67 32.58 70.3% 2.68 5.8% 8% False False 4,745
60 94.90 43.67 51.23 110.6% 2.38 5.1% 5% False False 4,042
80 112.96 43.67 69.29 149.6% 2.04 4.4% 4% False False 3,255
100 123.73 43.67 80.06 172.8% 1.71 3.7% 3% False False 2,696
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.10
2.618 53.74
1.618 51.07
1.000 49.42
0.618 48.40
HIGH 46.75
0.618 45.73
0.500 45.42
0.382 45.10
LOW 44.08
0.618 42.43
1.000 41.41
1.618 39.76
2.618 37.09
4.250 32.73
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 46.03 46.32
PP 45.72 46.31
S1 45.42 46.30

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These figures are updated between 7pm and 10pm EST after a trading day.

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